+305.0%
CFG vs SEDG
+29.0%
+276.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.3% |
| 7D | +0.7% | -21.4% | +22.0% | +3.2% |
| 30D | +2.8% | -19.7% | +22.5% | +4.9% |
| 3M | -10.1% | -19.7% | +9.6% | -8.6% |
| 6M | +3.2% | -37.4% | +40.6% | +5.2% |
| YTD | +14.2% | -10.4% | +24.6% | +9.6% |
| 1Y | +27.4% | -43.0% | +70.4% | +28.6% |
| 3Y | +187.6% | -63.6% | +251.2% | +179.3% |
| 5Y | +65.7% | -92.5% | +158.2% | +90.3% |
| 10Y | +219.7% | +86.0% | +133.6% | +141.0% |
| All | +305.0% | +29.0% | +276.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling